NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
43.20 |
43.76 |
0.56 |
1.3% |
44.45 |
High |
43.81 |
46.09 |
2.28 |
5.2% |
45.95 |
Low |
42.20 |
43.55 |
1.35 |
3.2% |
43.03 |
Close |
43.32 |
45.81 |
2.49 |
5.7% |
43.41 |
Range |
1.61 |
2.54 |
0.93 |
57.8% |
2.92 |
ATR |
1.49 |
1.58 |
0.09 |
6.2% |
0.00 |
Volume |
704,766 |
706,177 |
1,411 |
0.2% |
3,539,357 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.77 |
51.83 |
47.21 |
|
R3 |
50.23 |
49.29 |
46.51 |
|
R2 |
47.69 |
47.69 |
46.28 |
|
R1 |
46.75 |
46.75 |
46.04 |
47.22 |
PP |
45.15 |
45.15 |
45.15 |
45.39 |
S1 |
44.21 |
44.21 |
45.58 |
44.68 |
S2 |
42.61 |
42.61 |
45.34 |
|
S3 |
40.07 |
41.67 |
45.11 |
|
S4 |
37.53 |
39.13 |
44.41 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.89 |
51.07 |
45.02 |
|
R3 |
49.97 |
48.15 |
44.21 |
|
R2 |
47.05 |
47.05 |
43.95 |
|
R1 |
45.23 |
45.23 |
43.68 |
44.68 |
PP |
44.13 |
44.13 |
44.13 |
43.86 |
S1 |
42.31 |
42.31 |
43.14 |
41.76 |
S2 |
41.21 |
41.21 |
42.87 |
|
S3 |
38.29 |
39.39 |
42.61 |
|
S4 |
35.37 |
36.47 |
41.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.09 |
42.20 |
3.89 |
8.5% |
2.00 |
4.4% |
93% |
True |
False |
734,985 |
10 |
46.47 |
42.20 |
4.27 |
9.3% |
1.62 |
3.5% |
85% |
False |
False |
690,174 |
20 |
52.22 |
42.20 |
10.02 |
21.9% |
1.48 |
3.2% |
36% |
False |
False |
653,395 |
40 |
52.22 |
42.20 |
10.02 |
21.9% |
1.47 |
3.2% |
36% |
False |
False |
460,635 |
60 |
52.22 |
42.20 |
10.02 |
21.9% |
1.48 |
3.2% |
36% |
False |
False |
343,939 |
80 |
52.22 |
41.58 |
10.64 |
23.2% |
1.48 |
3.2% |
40% |
False |
False |
276,981 |
100 |
52.30 |
41.58 |
10.72 |
23.4% |
1.52 |
3.3% |
39% |
False |
False |
236,134 |
120 |
53.62 |
41.58 |
12.04 |
26.3% |
1.51 |
3.3% |
35% |
False |
False |
206,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.89 |
2.618 |
52.74 |
1.618 |
50.20 |
1.000 |
48.63 |
0.618 |
47.66 |
HIGH |
46.09 |
0.618 |
45.12 |
0.500 |
44.82 |
0.382 |
44.52 |
LOW |
43.55 |
0.618 |
41.98 |
1.000 |
41.01 |
1.618 |
39.44 |
2.618 |
36.90 |
4.250 |
32.76 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
45.48 |
45.26 |
PP |
45.15 |
44.70 |
S1 |
44.82 |
44.15 |
|